Pepco Holdings LLC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1593 | 8.89 | |
| 0.1303 | 15.26 | |
| 0.7839 | 82.87 |
Estimation Period:
Jan 2, 1990 to Mar 18, 2016
Jan 2, 1990 to Mar 18, 2016
News Impact Curve
Volatility Forecasts
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